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Numerical Integration of Functions of a Rapidly Rotating Phase
SIAM Journal on Numerical Analysis ( IF 2.8 ) Pub Date : 2021-08-19 , DOI: 10.1137/19m128658x
Haidar Mohamad , Marcel Oliver

SIAM Journal on Numerical Analysis, Volume 59, Issue 4, Page 2310-2319, January 2021.
We present an algorithm for the efficient numerical evaluation of integrals of the form $I(\omega) = \int_0^1 F( x,\e^{\i \omega x}; \omega) \, \d x$ for sufficiently smooth but otherwise arbitrary $F$ and $\omega \gg 1$. The method is entirely “black-box,” i.e., it does not require the explicit computation of moment integrals or other precomputations involving $F$. Its performance is uniform in the frequency $\omega$. We prove that the method converges exponentially with respect to its order when $F$ is analytic and give a numerical demonstration of its error characteristics.


中文翻译:

快速旋转相位函数的数值积分

SIAM 数值分析杂志,第 59 卷,第 4 期,第 2310-2319 页,2021 年 1 月。
我们提出了一种算法,用于对形式为 $I(\omega) = \int_0^1 F( x,\ e^{\i \omega x}; \omega) \, \dx$ 以获得足够平滑但在其他方面任意的 $F$ 和 $\omega \gg 1$。该方法完全是“黑盒”,即它不需要显式计算矩积分或其他涉及 $F$ 的预计算。它的性能在频率 $\omega$ 上是一致的。我们证明了当 $F$ 是解析的时,该方法关于其阶数呈指数收敛,并给出了其误差特征的数值演示。
更新日期:2021-08-20
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